Random Processes

DOI10.1142/10578MaRDI QIDQ4575206zbMATH OpenOpenAlexFDO

Authors J. Masoliver

Publication date 13 July 2018

Full work available at URL https://doi.org/10.1142/10578

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic processes (60Gxx) Stochastic analysis (60Hxx) Markov processes (60Jxx) Special processes (60Kxx)

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• First-passage phenomena and their applications
• Valuing the distant future under stochastic resettings: the effect on discounting
• First-passage functionals for Ornstein–Uhlenbeck process with stochastic resetting
• Lifetime of locally stable states near a phase transition in the Thirring model
• Local persistence exponent and its log-periodic oscillations
• Steklov-Neumann spectral problem: asymptotic analysis and applications to diffusion-controlled reactions
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• Boundary local time on wedges and prefractal curves
• Escape-from-a-layer approach for simulating the boundary local time in Euclidean domains
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